请教2012 L2 sample version 1 第十题 2012, version, 题, reported

gagarin61412

10. Assuming a 5%level of significance, the Dickey-Fuller results reported in Exhibit 2 show that the: A. Test for a unit root is inconclusive for the dependent variable. B. Dependent variable exhibits a unit root but the independent variables do not. C. Independent variable exhibits a unit root but the dependent variables do not.

为什么Dependent variable exhibits a unit root ？1.591>0.1123 也应该拒绝啊

liyikw

unit root 好像只看indep variable的
话说楼主你sample答案哪里找的

gagarin61412

unit root indep dep 2个都要看的，答案论坛里下的sample里面自带的